Out-of-sample Mean Squared Error Estimation on Spiked covariance model N = 200
1.07Median OOS Random-X MSE
lambda_min
Updated 6d ago
Evaluation Results
| Method | Links | |
|---|---|---|
2026.05 | 1.07 | |
2026.05 | 1.08 | |
2026.05 | 1.09 | |
2026.05 | 1.1 | |
2026.05 | 1.13 | |
2026.05 | 1.13 | |
2026.05 | 1.14 | |
2026.05 | 1.14 | |
2026.05 | 1.16 | |
2026.05 | 1.18 | |
2026.05 | 1.18 | |
2026.05 | 1.2 | |
2026.05 | 1.2 | |
2026.05 | 1.2 | |
2026.05 | 1.2 | |
2026.05 | 1.2 | |
2026.05 | 1.21 | |
2026.05 | 1.25 | |
2026.05 | 1.27 | |
2026.05 | 1.27 | |
2026.05 | 1.29 | |
2026.05 | 1.32 | |
2026.05 | 1.34 | |
2026.05 | 1.34 | |
2026.05 | 1.37 | |
2026.05 | 1.47 | |
2026.05 | 1.48 | |
2026.05 | 1.49 | |
2026.05 | 1.5 | |
2026.05 | 1.52 | |
2026.05 | 1.88 | |
2026.05 | 2.23 | |
2026.05 | 2.78 | |
2026.05 | 3.11 | |
2026.05 | 3.36 | |
2026.05 | 3.38 |